Kindly assistwhen I try to put different variables I get an error.
In one example above these are treated as the same thing. My understanding is that one is the threshold variable and the other is the regime dependent variable.
I wanted clarification on what rx and qx stand for. Hello, I have been following the conversation closely. Originally posted by River Huang View Post. Thank you very much Dear Huang Best regards Sedki. Given the fact that, the fixed effect estimators are consistent, irrespective of whether there is correlation between the explanatory variable and the individual-specific effects, so please proceed to use "xthreg" command. Dear sedki, Arguably, it is relatively uncommon to use random effect approaches in corporate finance. Should i find the fixed effect to use "xthreg"? Best regards Sedki. Dear River Huang i'm studying the effect on CEO stock option pay on firm performance and i would aply the threshold regression for my panel data. I don't exactly recall which one is the one you need. There are still error messages as follow: Code.Ĭomment Post Cancel. I face the same problem with the "xthreg" command.
Dear sedki, I don't think it is a good idea.Login or Register Log in with.įorums FAQ. Hi sedki, What did you mean by "needing help about the means of threshold variables"? My question is could i define the CEO remuneration variable as independent variable and the threshold variable? Hi, sedki, Yes, you can. Indeed, it has been written in matlab, not in Stata, but really useful at the moment. TAR using Eviews or Threshold AR using Eviews
#Threshold regression eviews code#
Dear River, I agree, the bootstrapping code is the key. I understand the idea for estimating a dynamic panel threshold model but have problem in writing a handy Stat code for that including possibly the bootstrapping procedure. What do you think? Best Regards, Santiago. Nonetheless, it is not simple, since we need to control the quantity of instruments and of course create a new scalar variable to interact with the regimes. That is : run a reduced form regression of the endogenous variable on a set of instruments Then, extract the dependent "variable". Dear River Huang: I am also using the xthreg command for a dynamic panel.Įven though there is no command to apply I believe we can do it manually: 1 Estimate a DPD using the Arellano-Bover forward orthogonal deviations. I told my student that if they can but very unlikely write such a command, they can influence measured by, say, Google citations many people. Unfortunately, I am nobody, and I do not think most of people care about what I proposed although I truly believe a Stata command for estimating dynamic panel threshold regression with endogeneity will benefit many empiricalists, like you and me. Dear Fairouz, As an empirical applicant, I understand how you feel at this moment. The stata code for this methodology is important for me to do my thesis research. Dear River Huang, I will be so grateful if you can help me to suggest the Editors of Stata Journal to invite someone to complete this task. Or, if possible, may I suggest the Editors of Stata Journal to invite someone to complete this task? As far as I know, there are many persons.
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